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~institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
National Bureau of Economic Research
432
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133
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Organisation for Economic Co-operation and Development
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
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HAL
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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On the robustness of Least-Squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
(
contributor
);
Navas, Javier F.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001578818
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2
Using composite estimators to improve both domain and total area estimation
Costa, Alex
(
contributor
);
Satorra, Albert
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002110509
Saved in:
3
Improved nonparametric confidence intervals in time series regressions
Romano, Joseph P.
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001697178
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4
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Saved in:
5
Flexible multivariate GARCH modeling with an application to international stock markets
Ledoit, Olivier
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001625994
Saved in:
6
Honey, I shrunk the sample covariance matrix
Ledoit, Olivier
(
contributor
);
Wolf, Michael
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002055527
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